IAMGOLD Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.06% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2961 | 17.80 | |
| 0.0273 | 11.37 | |
| 0.9242 | 375.69 | |
| 0.0531 | 10.08 |
Estimation Period:
Mar 8, 1996 to Feb 6, 2026
Mar 8, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities